def asPercent(seriesList1, seriesList2orNumber):
assert len(
seriesList1
) == 1, "asPercent series arguments must reference *exactly* 1 series"
series1 = seriesList1[0]
if type(seriesList2orNumber) is list:
assert len(
seriesList2orNumber
) == 1, "asPercent series arguments must reference *exactly* 1 series"
series2 = seriesList2orNumber[0]
name = "asPercent(%s,%s)" % (series1.name, series2.name)
series = (series1, series2)
step = reduce(lcm, [s.step for s in series])
for s in series:
s.consolidate(step / s.step)
start = min([s.start for s in series])
end = max([s.end for s in series])
end -= (end - start) % step
values = (safeMul(safeDiv(v1, v2), 100.0) for v1, v2 in izip(*series))
else:
number = float(seriesList2orNumber)
name = "asPercent(%s,%.1f)" % (series1.name, number)
step = series1.step
start = series1.start
end = series1.end
values = (safeMul(safeDiv(v, number), 100.0) for v in series1)
series = TimeSeries(name, start, end, step, values)
series.pathExpression = name
return [series]
def stdev(seriesList, time):
count = 0
for series in seriesList:
stddevs = TimeSeries("stddev(%s,%.1f)" % (series.name, float(time)),
series.start, series.end, series.step, [])
stddevs.pathExpression = "stddev(%s,%.1f)" % (series.name, float(time))
avg = safeDiv(safeSum(series[:time]), time)
sumOfSquares = sum(map(lambda (x): x * x, series[:time]))
(sd, sumOfSquares) = doStdDev(sumOfSquares, 0, 0, time, avg)
stddevs.append(sd)
for (index, el) in enumerate(series[time:]):
if el is None:
continue
toDrop = series[index]
if toDrop is None:
toDrop = 0
s = safeSum([safeMul(time, avg), el, -toDrop])
avg = safeDiv(s, time)
(sd, sumOfSquares) = doStdDev(sumOfSquares, toDrop,
series[index + time], time, avg)
stddevs.append(sd)
for i in range(0, time - 1):
stddevs.insert(0, None)
seriesList[count] = stddevs
count = count + 1
return seriesList
def nonNegativeDerivative(
seriesList,
maxValue=None
): # useful for watching counter metrics that occasionally wrap
results = []
for series in seriesList:
newValues = []
prev = None
for val in series:
if None in (prev, val):
newValues.append(None)
prev = val
continue
diff = val - prev
if diff >= 0:
newValues.append(diff)
elif maxValue is not None and maxValue >= val:
newValues.append(prev + (maxValue - val))
else:
newValues.append(None)
prev = val
newName = "nonNegativeDerivative(%s)" % series.name
newSeries = TimeSeries(newName, series.start, series.end, series.step,
newValues)
newSeries.pathExpression = newName
results.append(newSeries)
return results
def diffSeries(*seriesLists):
(seriesList, start, end, step) = normalize(seriesLists)
name = "diffSeries(%s)" % ','.join(
set([s.pathExpression for s in seriesList]))
values = (safeDiff(row) for row in izip(*seriesList))
series = TimeSeries(name, start, end, step, values)
series.pathExpression = name
return [series]
def averageSeries(*seriesLists):
(seriesList, start, end, step) = normalize(seriesLists)
#name = "averageSeries(%s)" % ','.join((s.name for s in seriesList))
name = "averageSeries(%s)" % ','.join(
set([s.pathExpression for s in seriesList]))
values = (safeDiv(safeSum(row), safeLen(row)) for row in izip(*seriesList))
series = TimeSeries(name, start, end, step, values)
series.pathExpression = name
return [series]
def sumSeries(*seriesLists):
try:
(seriesList, start, end, step) = normalize(seriesLists)
except:
return []
#name = "sumSeries(%s)" % ','.join((s.name for s in seriesList))
name = "sumSeries(%s)" % ','.join(
set([s.pathExpression for s in seriesList]))
values = (safeSum(row) for row in izip(*seriesList))
series = TimeSeries(name, start, end, step, values)
series.pathExpression = name
return [series]
def log(seriesList, base=10):
results = []
for series in seriesList:
newValues = []
for val in series:
if val is None:
newValues.append(None)
else:
newValues.append(math.log(val, base))
newName = "log(%s, %s)" % (series.name, base)
newSeries = TimeSeries(newName, series.start, series.end, series.step,
newValues)
newSeries.pathExpression = newName
results.append(newSeries)
return results
def integral(seriesList):
results = []
for series in seriesList:
newValues = []
current = 0.0
for val in series:
if val is None:
newValues.append(None)
else:
current += val
newValues.append(current)
newName = "integral(%s)" % series.name
newSeries = TimeSeries(newName, series.start, series.end, series.step,
newValues)
newSeries.pathExpression = newName
results.append(newSeries)
return results
def derivative(seriesList):
results = []
for series in seriesList:
newValues = []
prev = None
for val in series:
if None in (prev, val):
newValues.append(None)
prev = val
continue
newValues.append(val - prev)
prev = val
newName = "derivative(%s)" % series.name
newSeries = TimeSeries(newName, series.start, series.end, series.step,
newValues)
newSeries.pathExpression = newName
results.append(newSeries)
return results
def movingAverage(seriesList, time):
count = 0
for series in seriesList:
movAvg = TimeSeries(
"movingAverage(%s,%.1f)" % (series.name, float(time)),
series.start, series.end, series.step, [])
movAvg.pathExpression = "movingAverage(%s,%.1f)" % (series.name,
float(time))
avg = safeDiv(safeSum(series[:time]), time)
movAvg.append(avg)
for (index, el) in enumerate(series[time:]):
if el is None:
continue
toDrop = series[index]
if toDrop is None:
toDrop = 0
s = safeSum([safeMul(time, avg), el, -toDrop])
avg = safeDiv(s, time)
movAvg.append(avg)
for i in range(0, time - 1):
movAvg.insert(0, None)
seriesList[count] = movAvg
count = count + 1
return seriesList
